Publications

Latest Publications

1. Jagannathan, Ravi, Ernst Schaumburg, and Guofu Zhou. 2010. Cross-sectional asset pricing tests. Annual Review of Financial Economics , 2 .

2. Titman, Sheridan. 2010. The leverage of hedge funds. Finance Research Letters , 7 .

3. Chang, Chun, and Xiaoyun Yu. 2010. Informational efficiency and liquidity premium as the determinants of capital structure. Journal of Financial and Quantitative Analysis , 45 .

4. Rapach, David E., Jack K. Strauss, and Guofu Zhou. 2010. Out-of-sample equity premium prediction: Combination forecasts and links to the real economy. Review of Financial Studies , 23 .

5. Coughlan, Anne T., S. Chan Choi, Wujin Chu, Charles A. Ingene, Sridhar Moorthy, V. Padmanabhan, Jagmohan S. Raju, David A. Soberman, Richard Staelin, and Z. John Zhang. 2010. Marketing modeling reality and the realities of marketing modeling. Marketing Letters , 21 .

6. Liu, Jun, Ehud Peleg, and Avanidhar Subrahmanyam. 2010. Information, expected utility, and portfolio choice. Journal of Financial and Quantitative Analysis , 45 .

7. Levi, Maurice D., Kai Li, and Feng Zhang. 2010. Risk Homeostasis: The Case of Corporate Acquisitions. SSRN Electronic Journal .

8. Seasholes, Mark S., and Ning Zhu. 2010. Individual investors and local bias. Journal of Finance , 65 .

9. Chiu, Yu fen, Son Nan Chen, and Ming hua Hsieh. 2010. Fast algorithms for pricing ratchet equity indexed annuities. International Research Journal of Finance and Economics , 48 .

10. Li, Feng. 2010. The information content of forward- looking statements in corporate filings-A naïve bayesian machine learning approach. Journal of Accounting Research , 48 .

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